+2,029.3%
DHR vs EXR
+2,662.2%
-633.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -3.9% | -2.6% | -1.3% | -3.0% |
| 30D | +4.0% | -7.2% | +11.2% | +6.7% |
| 3M | +11.5% | -3.5% | +15.0% | +12.9% |
| 6M | +1.9% | -5.3% | +7.2% | +3.7% |
| YTD | -8.9% | +9.4% | -18.3% | -12.1% |
| 1Y | +5.1% | +1.3% | +3.8% | +4.0% |
| 3Y | -10.3% | +22.4% | -32.7% | -18.3% |
| 5Y | -27.8% | -12.2% | -15.6% | -27.2% |
| 10Y | +203.6% | +148.6% | +55.1% | +105.7% |
| All | +2,029.3% | +2,662.2% | -633.0% | +488.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling